Testing for serial independence in vector autoregressive models
type: Item
instance of: scholarly article
title: Testing for serial independence in vector autoregressive models
zbMATH Open document ID: 1409.62176
author: Xianqiang Yang
published in: Statistical Papers
publication date: 2019-01-03T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62G08
Mathematics Subject Classification ID: 62G10
zbMATH DE Number: 6997288
zbMATH Keywords: empirical characteristic function
zbMATH Keywords: serial dependence tests
zbMATH Keywords: VAR models
describes a project that uses: IndependenceTests
MaRDI profile type: Publication
full work available at URL: s00362-018-1039-4
OpenAlex ID: W2892064892
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DOI: 10.1007/S00362-018-1039-4
description: scientific article; zbMATH DE number 6997288